scientific article; zbMATH DE number 877663

zbMATH Open0843.62085MaRDI QIDQ4877356FDOQ4877356

Authors: Robert J. Elliott, John Moore 

Publication date: 16 July 1996

Title of this publication is not available (Why is that?)

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zbMATH Keywords

reference probability methodARMAX-modelexplicit recursive formulaunnormalized conditional distributionlinear signal, linear observations model

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10)

Cited In (4)

• State estimation for a dynamical system described by a linear equation with unknown parameters
• Parameter and state estimation algorithm for single-input single-output linear systems using the canonical state space models
• Conditional entropy theorem for recursive parameter estimation and its application to state estimation problems
• State estimation for linear time-varying observation systems

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